Anic Equity¶

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Total return since start: 0.557 %¶

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Equity now: -----------------------------> 47558.41 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46160.42 Kr¶

PnL: ---------------------------------------> -728.15 Kr¶

DD now: ---------------------------------> -2.203 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 15:37:33.283441'

Anic Portfolio¶

Today¶

Return: 0.525 %¶

This Week¶

Return: -0.74 %¶

Total¶

Return: 55.694 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.160000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 0.880000 2796.500000 160.500000 6.090000 2636.000010
HMS Networks 2 -0.860000 784.000000 111.000000 16.490000 673.000000
Nordea Bank Abp 29 0.880000 3514.220000 60.220000 1.740000 3453.999992
SAAB B 8 -0.350000 3431.200000 54.200000 1.600000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 2.670000 400.200000 45.200000 12.730000 355.000000
MedCap 2 0.650000 466.000000 45.000000 10.690000 421.000000
Resurs Holding 22 2.300000 607.420000 33.420000 5.820000 573.999998
Boozt 12 0.860000 1686.000000 32.000000 1.930000 1653.999996
Corem Property Group B 59 0.590000 602.390000 25.390000 4.400000 576.999999
Swedbank A 3 2.240000 588.750000 24.750000 4.390000 564.000000
AcadeMedia 12 0.250000 580.080000 23.080000 4.140000 557.000004
Intrum 4 -0.290000 543.200000 16.200000 3.070000 527.000000
OEM International B 7 -0.380000 543.900000 15.900000 3.010000 527.999997
Securitas B 6 1.400000 584.160000 14.160000 2.480000 570.000000
Eastnine 4 0.160000 504.800000 13.800000 2.810000 491.000000
Norva24 Group 16 -0.170000 552.960000 9.960000 1.830000 543.000000
Samhällsbyggnadsbo. i Norden D 12 2.720000 253.440000 7.440000 3.020000 246.000000
Creaspac SPAC 6 0.310000 582.600000 5.600000 0.970000 577.000002
Fastighetsbolag. Emilshus Pref 21 -1.460000 567.000000 5.000000 0.890000 562.000005
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Coor Service Management Hold. 8 -0.070000 535.200000 3.200000 0.600000 532.000000
Handelsbanken A 5 0.420000 542.250000 -3.750000 -0.690000 546.000000
Midsona B 63 -0.220000 567.000000 -16.000000 -2.740000 582.999984
CTEK 13 -3.310000 513.110000 -20.890000 -3.910000 533.999999
International Petroleum Corp. 5 3.890000 573.500000 -21.070000 -3.540000 594.565215
Essity B 2 -1.380000 541.600000 -32.400000 -5.640000 574.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Essity A 4 -0.730000 1090.000000 -59.000000 -5.130000 1149.000000
Sampo Oyj SDB 7 0.560000 3780.000000 -70.000000 -1.820000 3850.000000
Fasadgruppen Group 35 1.940000 3682.000000 -129.000000 -3.380000 3810.999990
Beijer Electronics Group 26 0.740000 2823.600000 -147.400000 -4.960000 2971.000006
OX2 18 1.650000 1441.800000 -222.200000 -13.350000 1663.999992
Axfood 13 0.450000 3484.000000 -272.000000 -7.240000 3756.000001
Ovzon 52 0.750000 2797.600000 -564.400000 -16.790000 3361.999992
TOTAL 46160.420000 -728.150000 -2.20334% 46888.564618

Updated:¶

'2023-01-27 15:37:46.784825'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶